DUSLX vs. VOO
Compare and contrast key facts about DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard S&P 500 ETF (VOO).
DUSLX is managed by Dimensional Fund Advisors LP. It was launched on Dec 20, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DUSLX or VOO.
Key characteristics
| DUSLX | VOO | |
|---|---|---|
| YTD Return | 21.86% | 19.30% |
| 1Y Return | 31.74% | 28.36% |
| 3Y Return (Ann) | 12.52% | 10.06% |
| 5Y Return (Ann) | 16.48% | 15.26% |
| 10Y Return (Ann) | 14.12% | 12.92% |
| Sharpe Ratio | 2.45 | 2.26 |
| Daily Std Dev | 13.01% | 12.63% |
| Max Drawdown | -30.86% | -33.99% |
| Current Drawdown | -0.18% | -0.28% |
Correlation
The correlation between DUSLX and VOO is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
DUSLX vs. VOO - Performance Comparison
In the year-to-date period, DUSLX achieves a 21.86% return, which is significantly higher than VOO's 19.30% return. Over the past 10 years, DUSLX has outperformed VOO with an annualized return of 14.12%, while VOO has yielded a comparatively lower 12.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DUSLX vs. VOO - Expense Ratio Comparison
DUSLX has a 0.18% expense ratio, which is higher than VOO's 0.03% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.
Risk-Adjusted Performance
DUSLX vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Large Cap Growth Portfolio (DUSLX) and Vanguard S&P 500 ETF (VOO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DUSLX vs. VOO - Dividend Comparison
DUSLX's dividend yield for the trailing twelve months is around 1.51%, more than VOO's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUSLX DFA U.S. Large Cap Growth Portfolio | 1.51% | 1.84% | 8.37% | 7.42% | 1.42% | 2.41% | 4.65% | 1.74% | 1.72% | 2.27% | 1.94% | 1.14% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
DUSLX vs. VOO - Drawdown Comparison
The maximum DUSLX drawdown since its inception was -30.86%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for DUSLX and VOO. For additional features, visit the drawdowns tool.
Volatility
DUSLX vs. VOO - Volatility Comparison
The current volatility for DFA U.S. Large Cap Growth Portfolio (DUSLX) is 3.51%, while Vanguard S&P 500 ETF (VOO) has a volatility of 3.92%. This indicates that DUSLX experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.